"Shadow" Option isnt showing in the Lightning Settings
If you click on Light (in the Object Data Properties), you can then uncheck the Cast Shadow box. Alternatively you could select an individual object, go to Object properties, click on Visibility and uncheck the Shadow box. All this applies to Cycles, found in Render Properties > Render Engine.

If you set the Render Engine to EEVEE in the Render Properties, then you can click on Shadows a bit below it. Also then there is a Shadow section in the Object Data Properties if you select a light.

All these settings can be found in the Properties window.

EDIT: (as promised in comments)

If light goes down, shadow becomes longer: